PortfoliosLab logoPortfoliosLab logo
JRUD.DE vs. DJAM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRUD.DE vs. DJAM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) and Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JRUD.DE achieves a 10.50% return, which is significantly higher than DJAM.DE's 8.12% return.


JRUD.DE

1D
-0.13%
1M
4.62%
YTD
10.50%
6M
10.77%
1Y
24.44%
3Y*
18.26%
5Y*
14.63%
10Y*

DJAM.DE

1D
1.22%
1M
5.73%
YTD
8.12%
6M
8.61%
1Y
20.41%
3Y*
13.60%
5Y*
10.75%
10Y*
12.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRUD.DE vs. DJAM.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JRUD.DE
JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)
10.50%3.71%32.10%23.94%-14.78%42.20%8.45%-0.59%
DJAM.DE
Lyxor Dow Jones Industrial Average UCITS ETF Dist
8.12%2.01%21.39%11.90%-2.34%31.92%-1.77%-0.49%

Correlation

The correlation between JRUD.DE and DJAM.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Dec 23, 2019

0.86

The correlation between JRUD.DE and DJAM.DE has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JRUD.DE vs. DJAM.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JRUD.DE
JRUD.DE Risk / Return Rank: 6868
Overall Rank
JRUD.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
JRUD.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
JRUD.DE Omega Ratio Rank: 6868
Omega Ratio Rank
JRUD.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
JRUD.DE Martin Ratio Rank: 7272
Martin Ratio Rank

DJAM.DE
DJAM.DE Risk / Return Rank: 5353
Overall Rank
DJAM.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DJAM.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
DJAM.DE Omega Ratio Rank: 5050
Omega Ratio Rank
DJAM.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
DJAM.DE Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JRUD.DE vs. DJAM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) and Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


JRUD.DEDJAM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.40

1.31

+0.09

Calmar ratioReturn relative to maximum drawdown

3.55

2.77

+0.78

Martin ratioReturn relative to average drawdown

13.27

9.22

+4.05

JRUD.DE vs. DJAM.DE - Sharpe Ratio Comparison

The current JRUD.DE Sharpe Ratio is 2.14, which is comparable to the DJAM.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of JRUD.DE and DJAM.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


JRUD.DEDJAM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

1.70

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.76

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.62

+0.21

Drawdowns

JRUD.DE vs. DJAM.DE - Drawdown Comparison

The maximum JRUD.DE drawdown since its inception was -34.16%, smaller than the maximum DJAM.DE drawdown of -47.32%. Use the drawdown chart below to compare losses from any high point for JRUD.DE and DJAM.DE.


Loading charts...

Drawdown Indicators


JRUD.DEDJAM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.16%

-47.32%

+13.16%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

-7.34%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

-21.15%

-2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-23.42%

-21.15%

-2.27%

Max Drawdown (10Y)

Largest decline over 10 years

-36.30%

Current Drawdown

Current decline from peak

-0.48%

0.00%

-0.48%

Average Drawdown

Average peak-to-trough decline

-4.95%

-7.81%

+2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

2.21%

-0.37%

Volatility

JRUD.DE vs. DJAM.DE - Volatility Comparison

The current volatility for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) is 2.56%, while Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) has a volatility of 2.87%. This indicates that JRUD.DE experiences smaller price fluctuations and is considered to be less risky than DJAM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JRUD.DEDJAM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.56%

2.87%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.41%

8.34%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

11.40%

11.93%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.31%

14.07%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

16.09%

+1.67%

JRUD.DE vs. DJAM.DE - Expense Ratio Comparison

JRUD.DE has a 0.20% expense ratio, which is lower than DJAM.DE's 0.50% expense ratio.


Dividends

JRUD.DE vs. DJAM.DE - Dividend Comparison

JRUD.DE's dividend yield for the trailing twelve months is around 0.58%, less than DJAM.DE's 0.73% yield.


PositionTTM20252024202320222021202020192018201720162015
DJAM.DE
Lyxor Dow Jones Industrial Average UCITS ETF Dist
0.73%0.79%1.17%1.06%1.80%1.11%1.62%1.25%1.90%1.71%2.26%2.44%
JRUD.DE
JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)
0.58%0.57%0.44%0.78%0.88%0.65%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JRUD.DE and DJAM.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JRUD.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JRUD.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for DJAM.DE.

JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG), while DJAM.DE tracks Dow Jones Industrial Average. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.20% for JRUD.DE and 0.50% for DJAM.DE.

Portfolio Optimizer

Find the right allocation for JRUD.DE and DJAM.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer